+662.0%
PBR vs NYT
+489.9%
+172.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +5.4% | -0.6% | +6.0% | +5.6% |
| 30D | +22.9% | +4.6% | +18.3% | +21.1% |
| 3M | +19.6% | -9.6% | +29.2% | +22.4% |
| 6M | +16.5% | -14.0% | +30.5% | +20.2% |
| YTD | +86.7% | -2.8% | +89.5% | +84.4% |
| 1Y | +74.7% | +15.6% | +59.1% | +62.6% |
| 3Y | +102.6% | +56.3% | +46.3% | +65.6% |
| 5Y | +566.6% | +39.5% | +527.1% | +451.4% |
| All | +662.0% | +489.9% | +172.1% | +384.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NYT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling